Systematic fixed income : an investor's guide / Scott A. Richardson.

Format:

Book

Author/Creator:

Richardson, Scott (Accounting professor), author.

Series:

Wiley Finance

Language:

English

Subjects (All):

Fixed-income securities.

Physical Description:

1 online resource (306 pages)

Place of Publication:

Hoboken, NJ : John Wiley & Sons, Inc., [2022]

Summary:

"Systematic Fixed Income lays out a framework for identifying the relevant sources of risk and return in public fixed income markets. After a comprehensive analysis of the strategic and tactical roles that fixed income can play in asset allocation, author Scott Richardson covers the systematic return sources for rate and credit sensitive fixed income assets across developed and emerging markets. Armed with an understanding of return drivers, Richardson then explores the implementation challenges (e.g., liquidity, risk) that need to, and can, be overcome to successfully build a systematic fixed income portfolio. Putting it altogether, institutional investors and asset managers will appreciate the powerful diversifying potential of a well implemented systematic fixed income allocation"-- Provided by publisher

Contents:

Setting the Stage

Fixed Income

Strategic Asset Allocation

Tactial Asset Allocation

Incumbent Active Fixed Income Managers

Security Selection

Rate Sensitive Assets

Credit Sensitive Assets

Emerging Markets (Hard Currency)

Portfolio Construction Considerations

Liquidity and Trading Considerations

Sustainability

Putting it All Together.

Notes:

Description based on print version record.

Includes bibliographical references and index.

ISBN:

9781119900238

1119900239

9781119900191

1119900190

OCLC:

1302334211